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An algorithmic characterization of P-matricity

Ibtihel Ben Gharbia (ibtihel.ben-gharbia***at***inria.fr)
Jean Charles Gilbert (Jean-Charles.Gilbert***at***inria.fr)

Abstract: It is shown that a matrix $M$ is a P-matrix if and only if, whatever is the vector $q$, the Newton-min algorithm does not cycle between two points when it is used to solve the linear complementarity problem $0\leq x\perp (Mx+q)\geq0$.

Keywords: linear complementarity problem, semismooth Newton method, Newton-min algorithm, NM-matrix, P-matrix

Category 1: Complementarity and Variational Inequalities

Citation: Inria research report RR-8004

Download: [PDF]

Entry Submitted: 06/29/2012
Entry Accepted: 06/29/2012
Entry Last Modified: 02/15/2013

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